On approximation of a class of stochastic integrals and interpolation

DOI10.1080/10451120410001728445zbMath1060.60056OpenAlexW1969732258WikidataQ110035675 ScholiaQ110035675MaRDI QIDQ4821628

Christel Geiss, Stefan Geiss

Publication date: 21 October 2004

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120410001728445

zbMATH Keywords

interpolationSobolev spaceapproximationstochastic integral

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Interpolation between normed linear spaces (46B70) Rate of convergence, degree of approximation (41A25)

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